If you've been trolling any of the many Whedon forums, either general or "Dr. Horrible..." specific, you might notice that accusations regarding the Penny character range anywhere from "She's kinda weak, dude" all the way up to "Joss is teh sexist zomerz internet rage ftw!!11". To this I say, respectfully, chill. Our dear chica could have done with a sense of humor but a crime to womanity she is not. While she may not possess the sheer strength of will that say a certain slayer named Buffy might have, she is very human and arguably more altruistic than any other character male or female we've seen in the land of frolicking Whedons. Let's discuss what the three main characters motivations are in this story.
The 'hero', Captain Hammer, never seems to act selflessly. Whenever there's a good deed to be done he's there so long as it serves his best interest. He mounts an out of control van in the most overt, "look at me", hair flowing in the breeze way possible. He knows people are looking and looking like a hero guarantees him accolades. He shoves Penny out of the way and only notices later that, hey, she's kind of hot ("Not my usual, but nice"). From there he aids the homeless only because he knows that, to put it in terms I think Captain Hammer would appreciate, he'll totally get a crack at that crack if he does. When Penny does respond to his, hrm, affections, shall we say, he boasts about it and talks about sleeping with her a second time because he'll get to do the "weird stuff". Bottom line? Captain Hammer is a tool. We kind of already knew this but it bears repeating, I think.
Which brings us to Dr. Horrible. The villain with the heart of gold, right? Wrong! While Billy's intentions seem good at first, he quickly falls into the same traps that his nemesis does. When we first encounter Billy he's all about the social change. He hates Captain Hammer because he represents the status quo and "the status is not... quo", thus sayeth the doctor. Most of us would tend to agree so, early on, he's very identifiable as a heroic figure. However we see quickly that Billy, much like Captain Hammer, is far more interested in his own image than helping save the world. Case in point: when Penny is right in front of Billy asking him to take two seconds to sign her petition to help get shelter and food for the local homeless, he's far too distracted with trying to steal the random gizmo he needs. It isn't until he remembers, that, hey, this girl is kind of hot that he finally takes a moment to sign the petition only to immediately go back into his own little world totally ignoring Penny in the process.
Dr. Horrible gets a second paragraph? Yes, he does, and with good reason. When the tables turn and Captain Hammer stands frozen and unable to prevent Dr. Horrible from having his way (settle down, slashfic writers...), we discover Billy's true motivations. Social change is only an afterthought to what really matters: "All the cash, all the fame". Dr. Horrible sings in triumph as he declares that "heroes are over with" all the while showing off that he has got the biggest, ahem, "gun".
Then the worst occurs, the gun malfunctions and Penny is killed in the crossfire. What of Captain Hammer and Dr. Horrible? Captain Hammer doesn't even know what happened. He's too busy crying for "someone maternal" because he's got himself a boo boo. It's all about him. Same for Dr. Horrible. Does he give up the life of crime? Does he realize he's gone too far? Nope! He pulls a "Wah! I'm so tragic that now I have no choice but to become totally evil and do all the cliche things villains do." Really, Billy? Really? Why not just hang up the spurs, quit the life of crime, and take up your former love's mantel by quietly helping those in need? In the end you're not any different from Captain Hammer: it's all about you, Billy buddy.
Which brings us to our fallen friend, Penny, who was the only real hero all along. True heroes are almost always unsung, always the ones who get screwed in the end, and Penny is no exception. Look at her behavior throughout. She defines the phrase "helping the helpless". Sound familiar, kids? Whether she's trying to help Billy keeps his chin up or help feed and clothe the homeless, she's always trying to do the right thing for others without really thinking of herself. Do you really think she wanted to sleep with Captain Hammer? I have to tell you I think she did it because she knew it was the price she had to pay for him to help her cause. When she talks about "years of stormy sailing" and having "finally found the bay" she hardly seems happy. Honestly, I can totally hear her nagging mother in the background guilting her to just settle down and "give me some grandchildren before I die". Oh, wait. That was my mom! Still, I don't think it's a stretch to think that Penny is feeling the stress of social pressure that all women face day to day.
In the end, I think Penny reminds us of the struggle we all face. While the boys are busy trying to make a name for themselves whether they're the football jock or the computer nerd, we girls are really just trying to do right by the world in the hope that the world will be right to us in return. Is this a little bitter and anti man of me? Yeah, maybe, but it's also pretty fucking true. Penny's death shouldn't translate into "Joss is saying women are weak". If anything it suggests that people like Captain Hammer and Dr. Horrible (aka, men) talk about making the world a better place when really they only want to make the world a better place for themselves. The lesson is that, if people were more like Penny, then there would be less badness in the world.
In other words: Women are awesome and men are selfish bastards. Thanks, Joss. I already knew this but I think that particular axiom always bears repeating.